Xtrackers USD Overnight Rate Swap (XFFE.DE): Rolling Returns

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Period: August 1953 - January 2025 (~72 years)
Currency: EUR
Inflation: Eurozone
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When holding the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~72 years), the longest duration with a negative return was 256 months (from November 2000 to February 2022).

This indicates that, within the same timeframe, any rolling period of 257 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

XTRACKERS USD OVERNIGHT RATE SWAP (XFFE.DE) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 August 1953 - 31 January 2025 (~72 years)

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As of Jan 31, 2025, the annualized return of the previous 10 years has been 2.56%.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

XTRACKERS USD OVERNIGHT RATE SWAP (XFFE.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 August 1953 - 31 January 2025 (~72 years)
Eurozone Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

XTRACKERS USD OVERNIGHT RATE SWAP (XFFE.DE) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1953 - 31 January 2025 (~72 years)
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-26.17%
Mar 1985 - Feb 1986
+3.83% +60.26%
Sep 1980 - Aug 1981
28.81%
244 out of 847
-26.74%
Mar 1985 - Feb 1986
+0.94% +50.43%
Sep 1980 - Aug 1981
41.32%
350 out of 847
-17.91%
Mar 1985 - Feb 1987
+3.80% +39.25%
Oct 1980 - Sep 1982
24.31%
203 out of 835
-18.00%
Mar 1985 - Feb 1987
+0.70% +31.43%
Oct 1980 - Sep 1982
41.44%
346 out of 835
-13.18%
Jan 1985 - Dec 1987
+3.65% +32.94%
Sep 1980 - Aug 1983
17.98%
148 out of 823
-13.84%
Jan 2002 - Dec 2004
+0.76% +26.66%
Sep 1980 - Aug 1983
40.22%
331 out of 823
-8.20%
Dec 2000 - Nov 2004
+3.64% +31.19%
Oct 1980 - Sep 1984
17.76%
144 out of 811
-10.14%
Dec 2000 - Nov 2004
+1.19% +25.94%
Oct 1980 - Sep 1984
37.73%
306 out of 811
-6.05%
Jun 2001 - May 2006
+3.83% +29.12%
Mar 1980 - Feb 1985
13.64%
109 out of 799
-8.03%
Jun 2001 - May 2006
+1.04% +24.02%
Mar 1980 - Feb 1985
34.54%
276 out of 799
-6.90%
Apr 2002 - Mar 2008
+3.80% +25.16%
Oct 1978 - Sep 1984
10.67%
84 out of 787
-9.01%
Apr 2002 - Mar 2008
+1.19% +19.83%
Oct 1978 - Sep 1984
34.43%
271 out of 787
-5.99%
Jul 2001 - Jun 2008
+3.70% +21.84%
Mar 1978 - Feb 1985
8.52%
66 out of 775
-8.16%
Jul 2001 - Jun 2008
+1.20% +16.95%
Mar 1978 - Feb 1985
35.35%
274 out of 775
-4.11%
Dec 2001 - Nov 2009
+3.71% +18.11%
Mar 1977 - Feb 1985
8.65%
66 out of 763
-6.04%
Dec 2001 - Nov 2009
+1.17% +13.55%
Mar 1977 - Feb 1985
32.63%
249 out of 763
-3.54%
May 2002 - Apr 2011
+3.77% +16.46%
Mar 1976 - Feb 1985
6.52%
49 out of 751
-5.52%
May 2002 - Apr 2011
+1.34% +11.98%
Mar 1976 - Feb 1985
32.22%
242 out of 751
-3.36%
Jul 2001 - Jun 2011
+3.79% +16.83%
Mar 1975 - Feb 1985
8.25%
61 out of 739
-5.31%
Jul 2001 - Jun 2011
+1.36% +12.20%
Mar 1975 - Feb 1985
24.90%
184 out of 739
-2.54%
Feb 2002 - Jan 2013
+3.88% +15.32%
Oct 1973 - Sep 1984
6.19%
45 out of 727
-4.48%
Feb 2002 - Jan 2013
+1.37% +10.36%
Mar 1974 - Feb 1985
25.31%
184 out of 727
-2.38%
Mar 2002 - Feb 2014
+3.90% +14.48%
Mar 1973 - Feb 1985
5.73%
41 out of 715
-4.24%
Mar 2002 - Feb 2014
+1.24% +9.64%
Jul 1973 - Jun 1985
24.90%
178 out of 715
-2.17%
Jul 2001 - Jun 2014
+3.92% +13.10%
Mar 1972 - Feb 1985
3.98%
28 out of 703
-4.02%
Jul 2001 - Jun 2014
+1.14% +8.03%
Mar 1972 - Feb 1985
22.90%
161 out of 703
-1.17%
May 2000 - Apr 2014
+4.07% +11.66%
Mar 1971 - Feb 1985
4.05%
28 out of 691
-3.14%
May 2000 - Apr 2014
+1.38% +6.93%
Jun 1975 - May 1989
23.44%
162 out of 691
-0.53%
Jun 2001 - May 2016
+4.05% +11.22%
Mar 1970 - Feb 1985
2.80%
19 out of 679
-2.18%
Jun 2001 - May 2016
+1.33% +6.52%
Oct 1978 - Sep 1993
20.62%
140 out of 679
-1.14%
Feb 2002 - Jan 2018
+4.14% +11.01%
Mar 1969 - Feb 1985
2.40%
16 out of 667
-2.72%
Feb 2002 - Jan 2018
+1.35% +6.13%
Sep 1973 - Aug 1989
17.54%
117 out of 667
-0.74%
Apr 2001 - Mar 2018
+4.05% +10.71%
Mar 1968 - Feb 1985
3.21%
21 out of 655
-2.39%
Apr 2001 - Mar 2018
+1.28% +6.03%
Mar 1968 - Feb 1985
16.64%
109 out of 655
-0.34%
Jul 2001 - Jun 2019
+3.95% +10.44%
Mar 1967 - Feb 1985
2.02%
13 out of 643
-1.97%
Jul 2001 - Jun 2019
+1.08% +5.93%
Mar 1967 - Feb 1985
14.31%
92 out of 643
-0.63%
Feb 2002 - Jan 2021
+3.97% +10.15%
Mar 1966 - Feb 1985
2.22%
14 out of 631
-2.14%
Feb 2002 - Jan 2021
+1.09% +5.91%
Oct 1978 - Sep 1997
16.96%
107 out of 631
-0.62%
Jun 2001 - May 2021
+3.93% +9.86%
Mar 1965 - Feb 1985
3.07%
19 out of 619
-2.18%
Jun 2001 - May 2021
+1.22% +6.57%
Nov 1980 - Oct 2000
16.64%
103 out of 619
+1.45%
Dec 1984 - Nov 2009
+6.08% +8.60%
May 1975 - Apr 2000
0.00%
0 out of 559
-0.66%
Dec 1984 - Nov 2009
+2.38% +5.56%
May 1975 - Apr 2000
6.98%
39 out of 559
+1.83%
Dec 1984 - Nov 2014
+6.00% +7.77%
Mar 1955 - Feb 1985
0.00%
0 out of 499
-0.21%
Dec 1984 - Nov 2014
+2.69% +4.38%
Feb 1972 - Jan 2002
1.60%
8 out of 499
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